Research Article
Research on Systemic Risk of the Turkish Banking Industry Based on a Systemic Risk Measurement Framework of the Fractional Brownian Motion
Table 3
Bank state and systemic risk in Turkey.
| | Bank name | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | Category |
| | AKBNK | 0 | 0 | 0 | 0 | 0 | 0 | Privately owned bank | | ALBRK | 0 | 0 | 0 | 0 | 0 | 0 | Privately owned bank | | GARAN | 1 | 1 | 1 | 0 | 1 | 0 | Foreign bank | | SAHOL | 0 | 0 | 0 | 0 | 0 | 0 | Privately owned bank | | HALKB | 1 | 1 | 1 | 1 | 0 | 0 | State-owned banks | | SKBNK | 1 | 1 | 1 | 1 | 0 | 1 | Privately owned bank | | ISCTR | 0 | 0 | 0 | 0 | 0 | 0 | Privately owned bank | | VAKBN | 0 | 0 | 0 | 0 | 1 | 0 | State-owned banks | | YKBNK | 0 | 0 | 0 | 1 | 1 | 1 | Privately owned bank | | TSKB | 0 | 0 | 0 | 1 | 0 | 0 | Privately owned bank | | DENIZ | 0 | 0 | 0 | 0 | 0 | 0 | Foreign bank | | Systemic risk | 0.273 | 0.273 | 0.273 | 0.364 | 0.273 | 0.182 | — |
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